I've had great luck with 2' long pieces of 1/2" rebar, driven half-way into the ground with a small sledgehammer called a drilling hammer (from $4 to $30). The PVC slips over the rebar that's sticking up, and is bent over to another piece of rebar to form an arch.
The tension of the bent PVC against the rough rebar makes for an incredibly strong grip, nearly impossible to pull off without releasing the tension. Sometimes I use 3' long pieces, but this is usually to anchor tall things like table legs and such. I've had the 1/2" rebar bend slightly a few times over the years, but it's never pulled out or let the PVC pull off. 3/4" rebar is much stronger, but also much heavier and somewhat more expensive.
For anchoring other stuff, like tables and the store-bought shade canopy, I pound in some rebar and use cable-ties to secure the item to the rebar. It works great, and will hold up to anything the playa will throw at you.
2', 1/2" rebar pieces cost about $1 each as of this writing. Some folks like to buy 10' lengths of rebar and cut their own, which is a good bit cheaper, but a lot of work unless you have a cutoff saw or something similar. There's no need to sharpen the ends, as the playa is relatively soft.
Removing rebar can be a bit of a pain. My standard trick is to take the big hammer and whack the rebar 8 times right where it meets the playa, 2 times in each direction (n, s, e, w). It usually pulls right up, though it sometimes needs another few whacks. Wearing gloves is a huge plus when working rebar, especially pulling it.
